-43.6%
ACI vs FLR
+60.4%
-104.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | -2.6% | +0.7% | -3.2% | -2.6% |
| 30D | +1.1% | -0.7% | +1.7% | +1.1% |
| 3M | -23.6% | +14.3% | -38.0% | -23.5% |
| 6M | -29.9% | +25.6% | -55.5% | -30.0% |
| YTD | -26.9% | +42.9% | -69.7% | -27.4% |
| 1Y | -34.2% | +38.7% | -73.0% | -34.8% |
| 3Y | -43.6% | +61.8% | -105.4% | -45.9% |
| All | -43.6% | +60.4% | -104.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling